BVT Call 460 VRTX 21.06.2024
/ DE000VM67486
BVT Call 460 VRTX 21.06.2024/ DE000VM67486 /
2024-06-19 7:53:04 PM |
Chg.-0.340 |
Bid8:11:54 AM |
Ask8:11:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.830EUR |
-29.06% |
0.680 Bid Size: 4,500 |
1.040 Ask Size: 4,500 |
Vertex Pharmaceutica... |
460.00 USD |
2024-06-21 |
Call |
Master data
WKN: |
VM6748 |
Issuer: |
Bank Vontobel AG |
Currency: |
EUR |
Underlying: |
Vertex Pharmaceuticals Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
460.00 USD |
Maturity: |
2024-06-21 |
Issue date: |
2023-12-19 |
Last trading day: |
2024-06-21 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
41.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.70 |
Intrinsic value: |
0.68 |
Implied volatility: |
0.71 |
Historic volatility: |
0.21 |
Parity: |
0.68 |
Time value: |
0.36 |
Break-even: |
438.42 |
Moneyness: |
1.02 |
Premium: |
0.01 |
Premium p.a.: |
19.72 |
Spread abs.: |
0.21 |
Spread %: |
25.30% |
Delta: |
0.67 |
Theta: |
-2.96 |
Omega: |
28.04 |
Rho: |
0.01 |
Quote data
Open: |
0.750 |
High: |
0.830 |
Low: |
0.750 |
Previous Close: |
1.170 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-59.11% |
1 Month |
|
|
+56.60% |
3 Months |
|
|
+5.06% |
YTD |
|
|
-40.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.260 |
0.830 |
1M High / 1M Low: |
2.610 |
0.320 |
6M High / 6M Low: |
2.700 |
0.132 |
High (YTD): |
2024-01-22 |
2.700 |
Low (YTD): |
2024-05-07 |
0.132 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.604 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.355 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.164 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
637.46% |
Volatility 6M: |
|
379.48% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |